This is a strategy based on price and volume breakout

The instrument considered are constituents of NIFTY METAL index

Wednesday April 8 2020 / @Shudh

The Strategy indicators and evaluation Module

  1. ATR is used for this strategy
  2. CAGR, Volatility, Sharpe and Maximum Drawdown are NOT used to evaluate the strategy
  3. Custom day trading parameters are used to ascertain the accuracy and points returned by the strategy

**Breakout strategy With Candle Span 3minute**

** For the series March2020**

Trade signal visualization for COALINDIA

**Date 2020-02-27 00:00:00**

Entry signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-02-27 14:48:00 171.5 172.6 171.25 172.5 260092 0.425 172.6 170.7 260092.0 0.0 Buy NA

Exit signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-02-27 15:15:00 174.1 174.55 174.0 174.45 228696 0.4675 174.55 171.0 390006.0 -0.002642 NA Sell_Sq

Points Earned 1.9499999999999886

**Date 2020-02-28 00:00:00**

Entry signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-02-28 11:03:00 170.15 170.40 170.05 170.2 545915 0.570 170.4 167.50 545915.0 0.0 Buy NA
2020-02-28 15:00:00 169.60 170.05 169.25 170.0 508668 0.315 170.5 169.25 508668.0 0.0 Sell NA

Exit signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-02-28 11:21:00 170.10 170.15 169.25 169.35 58087 0.5000 170.4 167.6 545915.0 -0.002881 NA Sell
2020-02-28 15:15:00 167.75 169.60 167.50 168.65 482758 0.5525 170.5 167.5 508668.0 -0.002720 NA Buy

Points Lost -0.8499999999999943

Points Earned 1.3499999999999943

**Date 2020-03-02 00:00:00**

Entry signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-02 14:27:00 173.5 173.65 172.7 172.75 143550 0.3875 174.15 172.7 143550.0 0.0 Sell NA

Exit signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-02 15:15:00 168.75 169.4 168.3 169.25 137191 0.8925 173.75 168.3 610617.0 -0.00501 NA Buy_Sq

Points Earned 3.5

**Date 2020-03-03 00:00:00**

Entry signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-03 12:45:00 174.90 175.4 174.85 175.05 307776 0.3950 175.4 172.9 307776.0 0.0 Buy NA
2020-03-03 14:39:00 175.95 176.8 175.85 176.75 235009 0.4275 176.8 175.0 235009.0 0.0 Buy NA

Exit signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-03 13:00:00 175.15 175.2 174.45 174.45 81888 0.3950 175.4 173.30 307776.0 -0.002098 NA Sell
2020-03-03 15:15:00 178.40 178.7 178.10 178.65 418783 0.5325 178.7 175.35 458113.0 -0.002929 NA Sell_Sq

Points Lost -0.6000000000000227

Points Earned 1.9000000000000057

**Date 2020-03-04 00:00:00**

Entry signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-04 12:54:00 177.65 177.75 176.65 176.75 186407 0.4375 179.00 176.65 186407.0 0.0 Sell NA
2020-03-04 14:06:00 175.15 175.55 174.60 174.80 165895 0.6150 177.40 174.60 165895.0 0.0 Sell NA
2020-03-04 14:57:00 177.90 178.65 177.80 178.50 295921 0.7350 178.65 174.10 295921.0 0.0 Buy NA

Exit signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-04 12:57:00 176.75 177.25 176.70 177.25 95727 0.4575 179.00 176.65 186407.0 -0.002469 NA Buy
2020-03-04 14:18:00 174.40 175.50 174.30 175.30 79296 0.6750 177.40 174.10 165895.0 -0.003639 NA Buy
2020-03-04 15:15:00 177.85 178.40 177.85 178.15 124794 0.6950 178.65 174.30 295921.0 -0.003893 NA Sell_Sq

Points Lost -0.5

Points Lost -0.5

Points Lost -0.3499999999999943

**Date 2020-03-05 00:00:00**

Entry signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-05 12:48:00 176.7 178.0 176.5 177.55 255967 0.5775 178.0 175.0 255967.0 0.0 Buy NA

Exit signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-05 13:33:00 178.0 178.15 177.35 177.35 64173 0.5975 178.5 175.5 255967.0 -0.003258 NA Sell

Points Lost -0.20000000000001705

**Date 2020-03-06 00:00:00**

Entry signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-06 09:15:00 166.7 170.0 166.5 169.95 420245 1.05 178.5 166.5 420245.0 0.0 Sell NA

Exit signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-06 11:24:00 170.35 171.15 170.25 171.05 72399 0.51 171.25 169.7 156208.0 -0.00291 NA Buy

Points Lost -1.1000000000000227

**Date 2020-03-09 00:00:00**

Entry signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-09 09:15:00 165.8 166.55 163.1 164.95 726638 0.7550 170.35 163.1 726638.0 0.0 Sell NA
2020-03-09 12:45:00 161.2 161.30 160.6 160.95 279777 0.4325 162.75 160.6 279777.0 0.0 Sell NA

Exit signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-09 09:18:00 164.8 165.75 164.5 165.75 709970 0.7950 170.35 163.1 726638.0 -0.004556 NA Buy
2020-03-09 12:57:00 159.2 160.00 159.0 159.95 174475 0.5475 162.75 158.7 362868.0 -0.003223 NA Buy

Points Lost -0.8000000000000114

Points Earned 1.0

**Date 2020-03-11 00:00:00**

Entry signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

Exit signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

**Date 2020-03-12 00:00:00**

Entry signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-12 11:51:00 152.4 152.55 151.3 151.50 771142 1.0250 156.15 151.3 771142.0 0.0 Sell NA
2020-03-12 13:57:00 155.7 158.00 155.5 156.75 1562219 0.8150 158.00 154.2 1562219.0 0.0 Buy NA
2020-03-12 15:12:00 153.9 157.00 153.7 155.60 2899214 1.0625 157.00 151.0 2899214.0 0.0 Buy NA

Exit signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-12 12:18:00 153.3 154.60 153.20 154.00 186764 0.8850 156.15 150.15 1077078.0 -0.005471 NA Buy
2020-03-12 14:03:00 156.0 156.15 155.05 155.15 165035 0.8350 158.00 154.80 1562219.0 -0.005353 NA Sell
2020-03-12 15:15:00 155.6 155.70 155.00 155.30 273562 1.0725 157.00 151.00 2899214.0 -0.006828 NA Sell_Sq

Points Lost -2.5

Points Lost -1.5999999999999943

Points Lost -0.29999999999998295

**Date 2020-03-13 00:00:00**

Entry signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

Exit signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

**Date 2020-03-16 00:00:00**

Entry signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

Exit signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

**Date 2020-03-17 00:00:00**

Entry signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

Exit signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

**Date 2020-03-18 00:00:00**

Entry signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-18 12:12:00 146.0 146.4 145.6 145.90 133067 0.5825 147.80 145.6 133067.0 0.0 Sell NA
2020-03-18 15:03:00 146.7 146.7 146.0 146.15 495691 0.5850 148.45 146.0 495691.0 0.0 Sell NA
2020-03-18 15:21:00 144.2 145.1 143.6 144.90 1909012 0.8900 148.40 143.6 1909012.0 0.0 Sell NA

Exit signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-18 12:18:00 146.30 147.35 146.25 146.90 122815 0.5950 147.80 145.60 133067.0 -0.003882 NA Buy
2020-03-18 15:12:00 144.15 146.30 144.10 145.25 611018 0.7925 148.45 144.05 948489.0 -0.004973 NA Buy
2020-03-18 15:24:00 145.20 147.00 145.10 146.80 708984 0.9500 147.90 143.60 1909012.0 -0.006105 NA Buy

Points Lost -1.0

Points Earned 0.9000000000000057

Points Lost -1.9000000000000057

**Date 2020-03-19 00:00:00**

Entry signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-19 13:15:00 128.45 128.45 126.65 127.0 567272 0.635 129.6 126.65 567272.0 0.0 Sell NA

Exit signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-19 13:27:00 126.0 126.95 125.9 126.9 134795 0.6975 129.6 125.4 567272.0 -0.005368 NA Buy

Points Earned 0.09999999999999432

**Date 2020-03-20 00:00:00**

Entry signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-20 11:27:00 125.5 127.25 125.5 127.10 239854 0.6325 127.25 125.20 239854.0 0.0 Buy NA
2020-03-20 13:18:00 129.0 130.35 128.8 130.35 438125 0.7675 130.35 125.55 438125.0 0.0 Buy NA

Exit signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-20 12:36:00 126.5 126.5 125.75 125.75 134041 0.6800 127.75 125.75 173433.0 -0.005476 NA Sell
2020-03-20 13:51:00 131.7 132.0 130.35 130.50 454163 0.7875 132.80 126.90 454163.0 -0.005577 NA Sell

Points Lost -1.3499999999999943

Points Earned 0.15000000000000568

**Date 2020-03-23 00:00:00**

Entry signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-23 12:33:00 129.9 130.9 129.75 130.0 250556 0.5425 130.9 126.0 250556.0 0.0 Buy NA

Exit signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-23 13:03:00 131.8 132.0 130.6 130.75 176195 0.5425 132.35 128.0 250556.0 -0.003623 NA Sell

Points Earned 0.75

**Date 2020-03-24 00:00:00**

Entry signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

Exit signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

**Date 2020-03-25 00:00:00**

Entry signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-25 11:21:00 125.85 125.90 125.4 125.4 62861 0.385 127.20 125.4 62861.0 0.0 Sell NA
2020-03-25 13:33:00 125.85 125.85 124.3 124.7 315086 0.415 126.65 124.3 315086.0 0.0 Sell NA

Exit signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-25 11:27:00 125.65 126.1 125.6 126.1 47440 0.3925 127.20 125.25 62861.0 -0.003055 NA Buy
2020-03-25 14:48:00 124.10 124.7 124.1 124.7 69612 0.4425 125.05 123.80 125003.0 -0.003492 NA Buy

Points Lost -0.6999999999999886

Points Earned 0.0

**Date 2020-03-26 00:00:00**

Entry signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-26 09:15:00 126.0 126.55 124.55 125.65 414337 0.620 126.55 123.80 414337.0 0.0 Buy NA
2020-03-26 12:15:00 123.7 123.75 122.25 122.25 513364 0.680 124.15 122.25 513364.0 0.0 Sell NA
2020-03-26 12:27:00 122.4 122.55 121.50 121.65 1150461 0.695 124.05 121.50 1150461.0 0.0 Sell NA

Exit signal visualization for COALINDIA

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-26 10:24:00 126.8 126.80 125.75 125.80 130826 0.575 127.00 124.35 338673.0 -0.004379 NA Sell
2020-03-26 12:18:00 122.2 122.95 122.15 122.95 155950 0.685 124.15 122.15 513364.0 -0.005532 NA Buy
2020-03-26 14:09:00 122.1 122.95 122.10 122.70 189227 0.405 122.95 121.55 358842.0 -0.003063 NA Buy

Points Earned 0.14999999999999147

Points Lost -0.7000000000000028

Points Lost -1.0499999999999972

Trade signal visualization for HINDALCO

**Date 2020-02-27 00:00:00**

Entry signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-02-27 12:36:00 167.8 167.8 166.95 167.25 237833 0.305 168.05 166.95 237833.0 0.0 Sell NA

Exit signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-02-27 12:42:00 166.7 167.2 166.55 167.0 96653 0.355 168.05 166.5 237833.0 -0.001993 NA Buy

Points Earned 0.25

**Date 2020-02-28 00:00:00**

Entry signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-02-28 09:15:00 162.00 162.00 159.85 161.30 437892 0.7525 168.80 159.85 437892.0 0.0 Sell NA
2020-02-28 12:57:00 158.55 159.80 158.50 159.55 267925 0.4875 159.80 157.70 267925.0 0.0 Buy NA
2020-02-28 15:00:00 158.30 158.35 157.30 157.50 526418 0.4850 159.45 157.30 526418.0 0.0 Sell NA

Exit signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-02-28 09:18:00 161.40 162.20 161.05 162.20 230195 0.7975 168.80 159.85 437892.0 -0.004644 NA Buy
2020-02-28 13:03:00 159.15 159.35 158.70 158.70 60468 0.4775 159.80 157.75 267925.0 -0.003031 NA Sell
2020-02-28 15:15:00 155.75 156.50 155.45 155.45 434314 0.7100 159.45 154.10 526418.0 -0.004299 NA Buy_Sq

Points Lost -0.8999999999999773

Points Lost -0.8500000000000227

Points Earned 2.0500000000000114

**Date 2020-03-02 00:00:00**

Entry signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-02 15:00:00 153.5 153.55 150.45 151.1 288506 0.6875 156.3 150.45 288506.0 0.0 Sell NA

Exit signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-02 15:15:00 147.9 149.3 147.55 149.05 235895 1.035 155.4 146.9 422626.0 -0.006482 NA Buy

Points Earned 2.049999999999983

**Date 2020-03-03 00:00:00**

Entry signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

Exit signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

**Date 2020-03-04 00:00:00**

Entry signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

Exit signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

**Date 2020-03-05 00:00:00**

Entry signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-05 09:15:00 162.70 167.8 162.60 165.75 640285 0.9125 167.8 158.85 640285.0 0.0 Buy NA
2020-03-05 15:09:00 156.15 156.2 155.45 155.80 216927 0.5950 157.9 155.45 216927.0 0.0 Sell NA

Exit signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-05 09:24:00 164.45 164.65 162.75 162.85 257916 1.0125 167.8 159.30 640285.0 -0.005716 NA Sell
2020-03-05 15:15:00 155.60 155.75 154.85 155.20 271251 0.6225 157.9 154.85 330380.0 -0.003905 NA Buy_Sq

Points Lost -2.9000000000000057

Points Earned 0.6000000000000227

**Date 2020-03-06 00:00:00**

Entry signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-06 09:15:00 148.95 149.50 140.55 144.00 819079 1.4075 157.20 140.55 819079.0 0.0 Sell NA
2020-03-06 11:12:00 149.30 149.45 148.30 148.65 250491 0.5025 149.45 147.50 250491.0 0.0 Buy NA

Exit signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-06 09:18:00 143.95 146.00 143.7 146.0 289611 1.4975 156.90 140.55 819079.0 -0.009680 NA Buy
2020-03-06 11:30:00 149.15 149.35 148.5 148.6 66942 0.4975 149.45 147.50 250491.0 -0.003168 NA Sell

Points Lost -2.0

Points Lost -0.05000000000001137

**Date 2020-03-09 00:00:00**

Entry signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-09 12:54:00 143.05 143.05 141.40 142.05 233702 0.5525 145.40 141.40 233702.0 0.0 Sell NA
2020-03-09 14:54:00 143.65 144.25 143.25 143.55 442930 0.5650 144.25 141.45 442930.0 0.0 Buy NA

Exit signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-09 12:57:00 142.05 143.30 141.65 143.15 152167 0.6225 145.40 141.40 233702.0 -0.003874 NA Buy
2020-03-09 15:15:00 144.15 144.25 143.10 143.20 281519 0.5675 144.55 141.65 442930.0 -0.003781 NA Sell

Points Lost -1.0999999999999943

Points Lost -0.35000000000002274

**Date 2020-03-11 00:00:00**

Entry signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-11 12:54:00 139.65 140.05 139.45 140.0 187852 0.495 141.35 139.45 187852.0 0.0 Sell NA

Exit signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-11 14:12:00 138.3 139.15 138.0 139.15 82391 0.6775 141.85 138.0 215713.0 -0.004642 NA Buy

Points Earned 0.8499999999999943

**Date 2020-03-12 00:00:00**

Entry signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-12 09:15:00 130.00 130.00 126.70 128.90 401256 1.0825 140.15 126.70 401256.0 0.0 Sell NA
2020-03-12 12:21:00 126.95 128.00 126.80 127.55 317069 0.9025 128.00 123.55 317069.0 0.0 Buy NA
2020-03-12 14:33:00 121.95 121.95 120.45 121.25 775667 0.9275 126.60 120.45 775667.0 0.0 Sell NA

Exit signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-12 09:30:00 126.30 128.15 126.25 128.10 190448 1.400 139.65 126.00 401256.0 -0.010397 NA Buy
2020-03-12 12:30:00 127.25 127.35 126.35 126.35 87762 0.910 128.00 123.55 317069.0 -0.007148 NA Sell
2020-03-12 15:15:00 120.15 120.15 119.70 119.90 151412 1.215 124.95 118.15 775667.0 -0.010219 NA Buy_Sq

Points Earned 0.8000000000000114

Points Lost -1.2000000000000028

Points Earned 1.3499999999999943

**Date 2020-03-13 00:00:00**

Entry signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

Exit signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

**Date 2020-03-16 00:00:00**

Entry signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-16 09:15:00 120.8 120.8 116.3 118.4 390051 1.7875 130.0 116.3 390051.0 0.0 Sell NA

Exit signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-16 09:24:00 117.6 119.55 117.3 119.5 196699 1.8325 130.0 116.3 390051.0 -0.014917 NA Buy

Points Lost -1.0999999999999943

**Date 2020-03-17 00:00:00**

Entry signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-17 14:12:00 116.4 117.5 116.15 117.25 141087 0.6225 118.9 116.15 141087.0 0.0 Sell NA

Exit signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-17 15:15:00 115.1 115.7 114.85 115.7 293517 0.7425 118.4 114.3 315418.0 -0.006278 NA Buy_Sq

Points Earned 1.5499999999999972

**Date 2020-03-18 00:00:00**

Entry signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

Exit signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

**Date 2020-03-19 00:00:00**

Entry signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-19 13:06:00 106.3 107.85 106.2 107.15 267004 0.735 107.85 103.3 267004.0 0.0 Buy NA

Exit signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-19 13:15:00 106.05 106.1 104.85 105.05 72699 0.81 107.85 103.45 267004.0 -0.00719 NA Sell

Points Lost -2.1000000000000085

**Date 2020-03-20 00:00:00**

Entry signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-20 13:54:00 105.55 105.75 104.1 104.5 258204 0.7975 107.70 104.1 258204.0 0.0 Sell NA
2020-03-20 15:18:00 106.30 106.75 105.2 106.4 503119 0.9250 106.75 102.2 503119.0 0.0 Buy NA

Exit signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-20 15:00:00 103.7 104.70 103.70 104.55 116240 0.9125 104.70 101.55 484961.0 -0.008688 NA Buy
2020-03-20 15:21:00 106.5 106.65 105.65 106.10 255013 0.9225 106.75 102.20 503119.0 -0.008694 NA Sell_Sq

Points Lost -0.04999999999999716

Points Lost -0.30000000000001137

**Date 2020-03-23 00:00:00**

Entry signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

Exit signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

**Date 2020-03-24 00:00:00**

Entry signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-24 14:30:00 89.0 89.8 89.0 89.8 1488528 0.68 89.8 87.05 1488528.0 0.0 Buy NA

Exit signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-24 14:33:00 89.7 89.9 88.8 89.05 110161 0.695 89.9 87.05 1488528.0 -0.007572 NA Sell

Points Lost -0.75

**Date 2020-03-25 00:00:00**

Entry signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-25 11:30:00 90.6 91.1 90.45 90.5 77072 0.4275 91.1 89.3 77072.0 0.0 Buy NA
2020-03-25 13:21:00 95.8 97.1 95.20 97.1 265158 0.6725 97.1 91.2 265158.0 0.0 Buy NA

Exit signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-25 12:30:00 92.20 92.60 91.25 91.35 126257 0.4025 92.60 90.45 126257.0 -0.003986 NA Sell
2020-03-25 13:33:00 96.75 96.75 95.00 95.70 125582 0.7200 97.15 91.70 265158.0 -0.006951 NA Sell

Points Earned 0.8499999999999943

Points Lost -1.3999999999999915

**Date 2020-03-26 00:00:00**

Entry signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

Exit signal visualization for HINDALCO

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

Trade signal visualization for JINDALSTEL

**Date 2020-02-27 00:00:00**

Entry signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-02-27 12:51:00 166.05 166.35 165.6 166.15 279636 0.4425 166.35 164.85 279636.0 0.0 Buy NA
2020-02-27 14:54:00 167.50 167.90 167.4 167.70 282253 0.4550 167.90 166.45 282253.0 0.0 Buy NA
2020-02-27 15:15:00 167.90 168.55 167.7 168.35 454415 0.4850 168.55 166.50 454415.0 0.0 Buy NA

Exit signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-02-27 13:12:00 167.40 167.50 166.8 166.90 128974 0.5175 168.05 164.85 444860.0 -0.002957 NA Sell
2020-02-27 15:00:00 168.05 168.10 167.5 167.55 154278 0.4750 168.25 166.45 287594.0 -0.002782 NA Sell
2020-02-27 15:18:00 168.45 168.75 168.1 168.45 267231 0.5050 168.75 166.50 454415.0 -0.002881 NA Sell_Sq

Points Earned 0.75

Points Lost -0.14999999999997726

Points Earned 0.09999999999999432

**Date 2020-02-28 00:00:00**

Entry signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-02-28 09:15:00 158.00 162.20 158.00 160.05 1192758 1.0925 169.65 158.00 1192758.0 0.0 Sell NA
2020-02-28 12:33:00 158.35 160.35 158.30 159.85 877804 0.6725 160.35 156.70 877804.0 0.0 Buy NA
2020-02-28 15:03:00 157.00 157.10 153.55 153.80 799464 0.7725 159.65 153.55 799464.0 0.0 Sell NA

Exit signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-02-28 09:18:00 160.3 161.75 160.05 161.75 410316 1.1425 169.65 158.00 1192758.0 -0.006780 NA Buy
2020-02-28 14:03:00 158.7 158.70 158.00 158.05 171089 0.5650 159.80 158.00 228528.0 -0.003607 NA Sell
2020-02-28 15:15:00 153.5 154.90 153.40 153.90 310009 0.9325 159.65 152.35 799464.0 -0.005654 NA Buy_Sq

Points Lost -1.6999999999999886

Points Lost -1.799999999999983

Points Lost -0.09999999999999432

**Date 2020-03-02 00:00:00**

Entry signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-02 12:54:00 161.05 161.05 159.85 160.4 433480 0.5525 163.4 159.85 433480.0 0.0 Sell NA
2020-03-02 14:45:00 159.50 159.60 157.40 157.5 580835 0.6125 161.9 157.40 580835.0 0.0 Sell NA

Exit signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-02 12:57:00 160.5 161.15 160.45 161.00 174706 0.5625 163.3 159.85 433480.0 -0.003433 NA Buy
2020-03-02 14:48:00 157.5 158.85 157.40 158.65 374692 0.6650 161.9 157.40 580835.0 -0.003874 NA Buy

Points Lost -0.5999999999999943

Points Lost -1.1500000000000057

**Date 2020-03-03 00:00:00**

Entry signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

Exit signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

**Date 2020-03-04 00:00:00**

Entry signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-04 13:09:00 150.85 150.85 149.05 149.15 745142 0.6875 152.9 149.05 745142.0 0.0 Sell NA
2020-03-04 14:18:00 151.60 153.40 151.50 153.10 610165 0.8600 153.4 149.20 610165.0 0.0 Buy NA

Exit signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-04 13:12:00 149.25 150.35 148.75 149.85 357991 0.7425 152.9 148.75 745142.0 -0.004588 NA Buy
2020-03-04 14:21:00 153.10 153.10 152.05 152.20 262792 0.8825 153.4 149.20 610165.0 -0.005617 NA Sell

Points Lost -0.6999999999999886

Points Lost -0.9000000000000057

**Date 2020-03-05 00:00:00**

Entry signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-05 13:27:00 156.7 157.15 156.4 157.15 147093 0.535 157.15 155.3 147093.0 0.0 Buy NA

Exit signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-05 13:33:00 156.8 156.85 155.45 155.5 236089 0.6 157.15 155.3 236089.0 -0.003522 NA Sell

Points Lost -1.6500000000000057

**Date 2020-03-06 00:00:00**

Entry signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-06 09:15:00 140.0 146.45 140.0 145.25 799540 1.3775 155.65 140.0 799540.0 0.0 Sell NA

Exit signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-06 09:24:00 145.6 147.6 145.2 147.55 483899 1.5625 155.65 140.0 799540.0 -0.010113 NA Buy

Points Lost -2.3000000000000114

**Date 2020-03-09 00:00:00**

Entry signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-09 09:15:00 141.25 141.85 138.35 138.4 623773 1.075 147.55 138.35 623773.0 0.0 Sell NA

Exit signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-09 11:39:00 135.7 136.45 135.6 136.45 107961 0.5775 136.5 133.8 255563.0 -0.004254 NA Buy

Points Earned 1.950000000000017

**Date 2020-03-11 00:00:00**

Entry signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-11 09:15:00 130.6 131.45 129.05 130.10 820183 0.9700 133.65 129.05 820183.0 0.0 Sell NA
2020-03-11 12:36:00 128.0 129.35 127.95 129.05 528459 0.6400 129.35 126.45 528459.0 0.0 Buy NA
2020-03-11 15:21:00 126.6 126.80 126.30 126.60 425239 0.6075 128.45 126.30 425239.0 0.0 Sell NA

Exit signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-11 09:18:00 130.00 131.6 129.8 131.55 589968 1.0150 133.65 129.05 820183.0 -0.007401 NA Buy
2020-03-11 13:51:00 127.65 127.7 126.5 126.55 430406 0.8075 130.80 126.50 981051.0 -0.006052 NA Sell
2020-03-11 15:24:00 126.60 126.7 126.1 126.30 153591 0.6050 128.45 126.10 425239.0 -0.004776 NA Buy_Sq

Points Lost -1.450000000000017

Points Lost -2.500000000000014

Points Earned 0.29999999999999716

**Date 2020-03-12 00:00:00**

Entry signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-12 09:15:00 119.75 120.85 108.2 113.85 1314898 1.4675 128.45 108.2 1314898.0 0.0 Sell NA
2020-03-12 12:24:00 119.70 120.40 119.4 120.35 497136 0.7625 120.40 115.1 497136.0 0.0 Buy NA

Exit signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-12 11:12:00 114.40 115.35 114.35 115.2 270354 0.7775 116.85 113.0 317213.0 -0.006797 NA Buy
2020-03-12 12:30:00 120.55 120.85 119.00 119.1 200229 0.8525 121.35 115.4 497136.0 -0.006654 NA Sell

Points Lost -1.3500000000000085

Points Lost -1.25

**Date 2020-03-13 00:00:00**

Entry signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-13 12:33:00 116.95 124.00 116.90 123.65 1085545 1.7050 124.0 107.70 1085545.0 0.0 Buy NA
2020-03-13 14:15:00 118.80 119.45 117.15 117.35 467633 1.2475 122.0 117.15 467633.0 0.0 Sell NA

Exit signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-13 12:39:00 124.70 125.00 120.9 121.90 306934 2.0125 127.7 107.8 1085545.0 -0.014914 NA Sell
2020-03-13 14:21:00 116.95 118.35 116.6 118.25 161072 1.2800 122.0 116.6 467633.0 -0.010617 NA Buy

Points Lost -1.75

Points Lost -0.9000000000000057

**Date 2020-03-16 00:00:00**

Entry signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-16 12:27:00 110.15 110.65 109.75 110.55 221879 0.6625 113.7 109.75 221879.0 0.0 Sell NA
2020-03-16 13:48:00 109.65 109.90 108.25 108.90 392478 0.7000 112.4 108.25 392478.0 0.0 Sell NA

Exit signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-16 12:36:00 110.30 111.95 110.20 111.65 141387 0.760 112.95 109.75 221879.0 -0.006264 NA Buy
2020-03-16 14:24:00 106.95 108.70 106.85 108.25 251367 0.835 111.50 106.80 392478.0 -0.007356 NA Buy

Points Lost -1.1000000000000085

Points Earned 0.6500000000000057

**Date 2020-03-17 00:00:00**

Entry signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-17 09:15:00 111.0 114.10 111.0 112.30 567938 1.145 114.1 107.6 567938.0 0.0 Buy NA
2020-03-17 13:48:00 112.3 112.45 111.5 112.35 248068 0.680 115.0 111.5 248068.0 0.0 Sell NA

Exit signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-17 09:21:00 113.05 113.15 111.05 111.20 315357 1.2025 114.1 108.00 567938.0 -0.010465 NA Sell
2020-03-17 14:12:00 110.55 112.10 110.25 111.75 248118 0.7600 115.0 110.25 268170.0 -0.006225 NA Buy

Points Lost -1.0999999999999943

Points Earned 0.5999999999999943

**Date 2020-03-18 00:00:00**

Entry signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-18 09:15:00 112.00 112.10 109.8 110.70 552795 1.07 112.10 105.95 552795.0 0.0 Buy NA
2020-03-18 12:48:00 103.65 103.75 101.6 101.95 323909 0.72 104.35 101.60 323909.0 0.0 Sell NA

Exit signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-18 09:18:00 110.60 110.6 108.60 109.0 477935 1.0775 112.10 105.95 552795.0 -0.009666 NA Sell
2020-03-18 13:03:00 101.45 102.5 101.35 102.4 106576 0.7975 104.35 100.70 323909.0 -0.007411 NA Buy

Points Lost -1.7000000000000028

Points Lost -0.45000000000000284

**Date 2020-03-19 00:00:00**

Entry signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-19 09:15:00 95.15 98.3 95.15 97.7 683803 1.090 102.9 95.15 683803.0 0.0 Sell NA
2020-03-19 14:42:00 95.70 96.2 95.10 96.2 649760 0.955 99.9 95.10 649760.0 0.0 Sell NA

Exit signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-19 11:09:00 97.65 98.90 97.25 98.7 132171 0.9100 99.0 95.15 258242.0 -0.008897 NA Buy
2020-03-19 15:15:00 93.05 93.05 91.90 92.2 245571 0.9075 98.7 91.90 709561.0 -0.009738 NA Buy_Sq

Points Lost -1.0

Points Earned 4.0

**Date 2020-03-20 00:00:00**

Entry signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-20 11:36:00 96.7 98.4 96.6 98.15 642258 0.5825 98.4 94.5 642258.0 0.0 Buy NA

Exit signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-20 12:12:00 101.1 101.2 100.2 100.2 132146 0.855 101.25 94.9 699256.0 -0.008136 NA Sell

Points Earned 2.049999999999997

**Date 2020-03-23 00:00:00**

Entry signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

Exit signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

**Date 2020-03-24 00:00:00**

Entry signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-24 09:15:00 94.00 94.0 91.25 92.0 322794 1.0425 94.0 86.00 322794.0 0.0 Buy NA
2020-03-24 14:12:00 90.05 91.1 89.35 91.1 204128 0.7525 92.1 89.35 204128.0 0.0 Sell NA

Exit signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-24 09:24:00 92.05 92.25 90.6 90.60 180380 1.215 94.00 86.00 322794.0 -0.012296 NA Sell
2020-03-24 15:06:00 90.40 91.45 90.3 91.45 127693 0.760 92.05 89.35 204128.0 -0.008142 NA Buy

Points Lost -1.4000000000000057

Points Lost -0.3500000000000085

**Date 2020-03-25 00:00:00**

Entry signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-25 12:39:00 90.15 90.50 89.40 90.3 235210 0.4425 90.60 89.40 235210.0 0.0 Sell NA
2020-03-25 14:36:00 93.50 94.85 93.05 94.5 347457 0.6325 94.85 91.45 347457.0 0.0 Buy NA

Exit signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-25 12:54:00 90.6 91.35 90.6 91.3 145669 0.4475 91.35 89.40 235210.0 -0.004915 NA Buy
2020-03-25 14:54:00 93.4 93.60 92.9 92.9 121113 0.6700 94.85 92.65 347457.0 -0.007158 NA Sell

Points Lost -1.0

Points Lost -1.5999999999999943

**Date 2020-03-26 00:00:00**

Entry signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-26 09:33:00 93.4 95.45 93.00 94.45 490147 0.9300 95.45 90.15 490147.0 0.0 Buy NA
2020-03-26 12:36:00 92.3 93.30 92.20 93.10 322025 0.4550 93.30 90.95 322025.0 0.0 Buy NA
2020-03-26 15:18:00 89.5 89.85 89.05 89.10 351338 0.5975 91.75 89.05 351338.0 0.0 Sell NA
2020-03-26 15:24:00 87.8 88.00 87.50 87.95 559853 0.5900 91.40 87.50 559853.0 0.0 Sell NA

Exit signal visualization for JINDALSTEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-26 11:33:00 92.25 92.25 91.65 91.65 38007 0.4925 94.1 91.65 862210.0 -0.005447 NA Sell
2020-03-26 13:27:00 91.60 91.65 91.05 91.15 55243 0.4950 93.3 91.05 322025.0 -0.005265 NA Sell
2020-03-26 15:21:00 89.10 89.10 87.85 87.85 338934 0.6275 91.4 87.85 351338.0 -0.006661 NA Buy_Sq
2020-03-26 15:27:00 87.95 88.55 87.85 88.25 224469 0.6025 91.4 87.50 559853.0 -0.006664 NA Buy_Sq

Points Lost -2.799999999999997

Points Lost -1.9499999999999886

Points Earned 1.25

Points Lost -0.29999999999999716

Trade signal visualization for JSWSTEEL

**Date 2020-02-27 00:00:00**

Entry signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-02-27 10:42:00 251.3 251.30 249.50 249.6 304380 0.8775 257.0 249.50 304380.0 0.0 Sell NA
2020-02-27 12:42:00 253.7 255.70 253.65 255.0 348679 0.6300 255.7 252.00 348679.0 0.0 Buy NA
2020-02-27 14:42:00 254.2 254.35 252.65 252.8 235508 0.7150 256.1 252.65 235508.0 0.0 Sell NA

Exit signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-02-27 11:21:00 251.15 252.45 251.15 252.20 177677 1.0075 254.3 248.35 304380.0 -0.003817 NA Buy
2020-02-27 13:15:00 254.85 255.00 253.65 253.80 127035 0.6725 256.3 252.70 348679.0 -0.002461 NA Sell
2020-02-27 14:51:00 252.45 253.45 252.35 253.35 39470 0.7725 255.8 252.00 235508.0 -0.002903 NA Buy

Points Lost -2.5999999999999943

Points Lost -1.1999999999999886

Points Lost -0.549999999999983

**Date 2020-02-28 00:00:00**

Entry signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-02-28 09:15:00 245.5 245.5 238.0 240.2 653038 1.68 255.2 238.0 653038.0 0.0 Sell NA

Exit signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-02-28 09:18:00 240.75 243.55 240.45 243.55 231644 1.8225 255.0 238.0 653038.0 -0.006946 NA Buy

Points Lost -3.3500000000000227

**Date 2020-03-02 00:00:00**

Entry signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-02 09:15:00 242.2 245.95 240.8 242.7 448800 1.675 245.95 232.65 448800.0 0.0 Buy NA

Exit signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-02 10:45:00 239.45 239.45 237.8 238.25 124715 1.01 243.85 237.8 169062.0 -0.004178 NA Sell

Points Lost -4.449999999999989

**Date 2020-03-03 00:00:00**

Entry signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-03 15:15:00 246.5 247.95 245.85 247.45 274412 1.1575 247.95 243.05 274412.0 0.0 Buy NA

Exit signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-03 15:18:00 247.6 248.0 246.8 247.1 90767 1.1875 248.0 243.05 274412.0 -0.004678 NA Sell_Sq

Points Lost -0.3499999999999943

**Date 2020-03-04 00:00:00**

Entry signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

Exit signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

**Date 2020-03-05 00:00:00**

Entry signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-05 13:45:00 247.70 248.05 246.8 247.2 159233 0.6475 249.00 246.8 159233.0 0.0 Sell NA
2020-03-05 15:12:00 247.45 247.50 246.7 246.9 237098 0.7650 249.55 246.7 237098.0 0.0 Sell NA

Exit signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-05 13:51:00 247.1 248.4 247.0 248.20 70107 0.6575 249.0 246.8 159233.0 -0.002464 NA Buy
2020-03-05 15:15:00 247.0 247.0 246.7 246.95 177518 0.7050 249.3 246.7 237098.0 -0.003089 NA Buy_Sq

Points Lost -1.0

Points Lost -0.04999999999998295

**Date 2020-03-06 00:00:00**

Entry signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-06 09:15:00 235.0 237.2 228.40 233.85 464151 1.5600 249.0 228.40 464151.0 0.0 Sell NA
2020-03-06 10:48:00 234.0 234.0 232.35 232.65 247765 0.8775 237.4 232.35 247765.0 0.0 Sell NA

Exit signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-06 09:18:00 233.95 235.50 232.7 235.45 191876 1.6650 249.00 228.40 464151.0 -0.006627 NA Buy
2020-03-06 10:51:00 232.70 234.05 232.4 233.90 63200 0.8975 237.25 232.35 247765.0 -0.003758 NA Buy

Points Lost -1.5999999999999943

Points Lost -1.25

**Date 2020-03-09 00:00:00**

Entry signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-09 12:45:00 230.0 230.05 229.15 229.30 95705 0.5325 231.35 229.15 95705.0 0.0 Sell NA
2020-03-09 15:00:00 228.0 230.30 228.00 230.15 138261 0.9700 230.30 227.05 138261.0 0.0 Buy NA

Exit signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-09 12:57:00 228.85 229.85 228.10 229.7 67419 0.745 231.35 227.60 213589.0 -0.002972 NA Buy
2020-03-09 15:06:00 229.60 229.75 228.05 228.5 76612 0.985 230.50 227.05 138261.0 -0.004124 NA Sell

Points Lost -0.39999999999997726

Points Lost -1.6500000000000057

**Date 2020-03-11 00:00:00**

Entry signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-11 13:06:00 224.8 225.8 224.8 225.05 536236 0.7225 225.8 222.8 536236.0 0.0 Buy NA

Exit signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-11 13:54:00 223.15 223.3 221.5 221.95 250580 0.905 225.8 221.5 536236.0 -0.003732 NA Sell

Points Lost -3.1000000000000227

**Date 2020-03-12 00:00:00**

Entry signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-12 09:15:00 210.0 211.95 203.75 206.65 763505 1.5725 224.40 203.75 763505.0 0.0 Sell NA
2020-03-12 14:09:00 206.6 207.00 205.80 206.15 219444 1.1025 211.75 205.80 219444.0 0.0 Sell NA

Exit signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-12 09:24:00 201.00 204.85 200.4 204.7 205687 2.0975 224.30 199.35 763505.0 -0.009438 NA Buy
2020-03-12 15:15:00 202.75 203.00 202.3 202.7 209003 1.3500 205.75 201.80 307290.0 -0.006687 NA Buy_Sq

Points Earned 1.950000000000017

Points Earned 3.450000000000017

**Date 2020-03-13 00:00:00**

Entry signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

Exit signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp

**Date 2020-03-16 00:00:00**

Entry signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-16 13:57:00 194.5 194.5 192.25 192.8 486599 0.9625 197.5 192.25 486599.0 0.0 Sell NA

Exit signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-16 15:15:00 187.85 187.9 186.2 186.4 334114 1.5725 192.5 185.15 562808.0 -0.008173 NA Buy_Sq

Points Earned 6.400000000000006

**Date 2020-03-17 00:00:00**

Entry signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-17 12:09:00 187.85 188.0 185.9 186.1 471462 1.22 190.0 185.9 471462.0 0.0 Sell NA

Exit signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-17 13:03:00 184.0 185.5 183.85 185.1 102088 1.065 188.9 183.3 471462.0 -0.005486 NA Buy

Points Earned 1.0

**Date 2020-03-18 00:00:00**

Entry signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-18 11:48:00 171.35 171.6 169.7 170.0 390089 1.2475 175.8 169.7 390089.0 0.0 Sell NA

Exit signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-18 13:09:00 166.0 167.75 165.8 167.3 591544 1.4025 170.85 163.85 591544.0 -0.008433 NA Buy

Points Earned 2.6999999999999886

**Date 2020-03-19 00:00:00**

Entry signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-19 13:06:00 162.60 164.80 162.4 164.50 198677 1.3350 164.8 156.75 198677.0 0.0 Buy NA
2020-03-19 15:00:00 158.25 162.25 157.5 162.05 256038 1.8025 166.0 157.50 256038.0 0.0 Sell NA

Exit signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-19 13:12:00 163.2 163.30 161.20 161.20 86280 1.445 165.7 157.55 198677.0 -0.008532 NA Sell
2020-03-19 15:03:00 162.0 165.65 161.55 165.25 677467 1.885 166.0 157.50 677467.0 -0.011001 NA Buy

Points Lost -3.3000000000000114

Points Lost -3.1999999999999886

**Date 2020-03-20 00:00:00**

Entry signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-20 11:42:00 170.55 173.5 170.55 173.00 143482 1.0025 173.5 168.0 143482.0 0.0 Buy NA
2020-03-20 15:09:00 173.65 175.9 173.45 175.75 192298 1.4625 175.9 168.6 192298.0 0.0 Buy NA

Exit signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-20 11:48:00 174.9 174.95 172.75 172.9 61899 1.1475 175.05 168.0 161621.0 -0.006164 NA Sell
2020-03-20 15:15:00 176.5 177.35 176.00 177.0 206732 1.4625 177.35 168.6 206732.0 -0.008208 NA Sell_Sq

Points Lost -0.09999999999999432

Points Earned 1.25

**Date 2020-03-23 00:00:00**

Entry signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-23 12:15:00 145.10 145.40 143.75 144.05 150163 1.2375 151.80 143.75 150163.0 0.0 Sell NA
2020-03-23 14:54:00 139.35 143.25 138.90 142.80 371473 1.4025 143.25 136.10 371473.0 0.0 Buy NA

Exit signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-23 12:42:00 140.85 142.6 140.85 142.55 32026 1.6300 149.4 140.6 236883.0 -0.010856 NA Buy
2020-03-23 15:15:00 145.00 145.3 144.10 144.90 142861 1.4575 145.3 136.1 371473.0 -0.010069 NA Sell_Sq

Points Earned 1.5

Points Earned 2.0999999999999943

**Date 2020-03-24 00:00:00**

Entry signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-24 12:39:00 148.5 151.0 148.5 149.65 108389 0.9625 151.0 146.1 108389.0 0.0 Buy NA
2020-03-24 14:54:00 144.8 147.5 144.2 147.15 494959 1.1825 147.5 144.0 494959.0 0.0 Buy NA

Exit signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-24 13:45:00 148.2 148.20 146.45 146.9 48122 0.9900 149.7 146.45 48122.0 -0.006387 NA Sell
2020-03-24 15:15:00 146.7 147.75 146.50 147.0 164760 1.3275 148.5 144.00 494959.0 -0.008958 NA Sell_Sq

Points Lost -2.75

Points Lost -0.15000000000000568

**Date 2020-03-25 00:00:00**

Entry signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-25 11:09:00 149.35 150.80 149.0 149.7 81019 0.8975 150.80 146.75 81019.0 0.0 Buy NA
2020-03-25 13:21:00 153.00 155.85 152.7 154.6 142282 0.8275 155.85 150.30 142282.0 0.0 Buy NA

Exit signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-25 12:51:00 153.0 153.0 151.90 152.1 27531 0.6025 153.3 149.7 48697.0 -0.003709 NA Sell
2020-03-25 13:30:00 155.1 156.0 154.15 154.3 61337 0.9650 156.0 151.0 142282.0 -0.005783 NA Sell

Points Earned 2.4000000000000057

Points Lost -0.29999999999998295

**Date 2020-03-26 00:00:00**

Entry signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-26 13:24:00 150.9 150.9 147.55 148.75 205650 0.815 152.25 147.55 205650.0 0.0 Sell NA

Exit signal visualization for JSWSTEEL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-03-26 13:42:00 147.85 149.25 147.75 148.75 50246 0.925 152.25 147.1 205650.0 -0.00595 NA Buy

Points Earned 0.0

Trade signal visualization for VEDL

**Date 2020-02-27 00:00:00**

Entry signal visualization for VEDL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-02-27 15:03:00 129.9 130.5 129.85 130.3 298877 0.315 130.5 128.55 298877.0 0.0 Buy NA

Exit signal visualization for VEDL

open high low close volume ATR roll_max_cp roll_min_cp roll_max_vol ret entry exit
timeStamp
2020-02-27 15:15:00 130.9 131.3 130.85 131.2 271063 0.325 131.3 128.55 760628.0 -0.002426 NA Sell_Sq

Points Earned 0.8999999999999773

YEAR 2019 - METAL STOCKS

**Breakout strategy With Candle Span 3minute**

** For the series January2019**

Return Sharpe Ratio Max Drawdown candles_in_strategy vol_factor_in_breakout series candle_size
COALINDIA 0.210835 3.072722 0.015432 20 1.5 January2019 3minute
HINDALCO 0.154154 1.303475 0.029571 20 1.5 January2019 3minute
JINDALSTEL 0.123005 0.758681 0.057309 20 1.5 January2019 3minute
JSWSTEEL 0.654502 5.805885 0.021032 20 1.5 January2019 3minute
VEDL 0.263450 2.174365 0.039415 20 1.5 January2019 3minute
TATASTEEL 0.701246 6.980865 0.017034 20 1.5 January2019 3minute

** For the series February2019**

Return Sharpe Ratio Max Drawdown candles_in_strategy vol_factor_in_breakout series candle_size
COALINDIA 0.044369 0.236969 0.030644 20 1.5 February2019 3minute
HINDALCO 0.021329 -0.033394 0.047727 20 1.5 February2019 3minute
JINDALSTEL 0.540398 2.626698 0.093107 20 1.5 February2019 3minute
JSWSTEEL 1.069348 6.834915 0.021873 20 1.5 February2019 3minute
VEDL 1.551517 8.290823 0.061151 20 1.5 February2019 3minute
TATASTEEL 0.158829 1.114348 0.037249 20 1.5 February2019 3minute

** For the series March2019**

Return Sharpe Ratio Max Drawdown candles_in_strategy vol_factor_in_breakout series candle_size
COALINDIA 0.547323 5.489157 0.026249 20 1.5 March2019 3minute
HINDALCO 0.371794 3.158211 0.028334 20 1.5 March2019 3minute
JINDALSTEL 0.732074 4.856802 0.026091 20 1.5 March2019 3minute
JSWSTEEL 0.390114 3.940401 0.016114 20 1.5 March2019 3minute
VEDL 0.814966 6.621952 0.021345 20 1.5 March2019 3minute
TATASTEEL 0.695388 8.235279 0.025983 20 1.5 March2019 3minute

** For the series April2019**

Return Sharpe Ratio Max Drawdown candles_in_strategy vol_factor_in_breakout series candle_size
COALINDIA -0.075618 -1.465180 0.025702 20 1.5 April2019 3minute
HINDALCO 0.595254 6.258900 0.024244 20 1.5 April2019 3minute
JINDALSTEL 1.358405 8.375818 0.036801 20 1.5 April2019 3minute
JSWSTEEL 0.548663 6.055240 0.017520 20 1.5 April2019 3minute
VEDL 0.467953 3.462032 0.023621 20 1.5 April2019 3minute
TATASTEEL 0.587605 6.444706 0.020974 20 1.5 April2019 3minute

** For the series May2019**

Return Sharpe Ratio Max Drawdown candles_in_strategy vol_factor_in_breakout series candle_size
COALINDIA 0.694735 7.204819 0.016566 20 1.5 May2019 3minute
HINDALCO 0.122517 1.282634 0.022119 20 1.5 May2019 3minute
JINDALSTEL 2.404980 11.173753 0.044511 20 1.5 May2019 3minute
JSWSTEEL 1.146370 9.093047 0.033757 20 1.5 May2019 3minute
VEDL 0.527747 4.346177 0.022798 20 1.5 May2019 3minute
TATASTEEL 0.402649 2.532309 0.033856 20 1.5 May2019 3minute

** For the series June2019**

Return Sharpe Ratio Max Drawdown candles_in_strategy vol_factor_in_breakout series candle_size
COALINDIA 0.370186 4.327971 0.018062 20 1.5 June2019 3minute
HINDALCO 0.488195 5.147521 0.032739 20 1.5 June2019 3minute
JINDALSTEL 3.018811 17.046430 0.023994 20 1.5 June2019 3minute
JSWSTEEL 0.303658 2.548072 0.032933 20 1.5 June2019 3minute
VEDL 0.499779 4.492147 0.024930 20 1.5 June2019 3minute
TATASTEEL 0.059523 0.409051 0.018490 20 1.5 June2019 3minute

** For the series July2019**

Return Sharpe Ratio Max Drawdown candles_in_strategy vol_factor_in_breakout series candle_size
COALINDIA 0.555040 6.695506 0.017842 20 1.5 July2019 3minute
HINDALCO 0.383051 3.411718 0.019338 20 1.5 July2019 3minute
JINDALSTEL 1.492861 7.697832 0.039973 20 1.5 July2019 3minute
JSWSTEEL 0.329520 2.770371 0.031344 20 1.5 July2019 3minute
VEDL 0.225219 1.604209 0.031584 20 1.5 July2019 3minute
TATASTEEL -0.056502 -0.779437 0.044328 20 1.5 July2019 3minute

** For the series August2019**

Return Sharpe Ratio Max Drawdown candles_in_strategy vol_factor_in_breakout series candle_size
COALINDIA -0.083118 -1.118604 0.027234 20 1.5 August2019 3minute
HINDALCO -0.118644 -1.331727 0.051465 20 1.5 August2019 3minute
JINDALSTEL 0.673400 2.655160 0.068997 20 1.5 August2019 3minute
JSWSTEEL 3.528776 18.483981 0.023404 20 1.5 August2019 3minute
VEDL 0.404910 2.282749 0.046472 20 1.5 August2019 3minute
TATASTEEL 1.111835 5.871056 0.039778 20 1.5 August2019 3minute

** For the series September2019**

Return Sharpe Ratio Max Drawdown candles_in_strategy vol_factor_in_breakout series candle_size
COALINDIA -0.301437 -3.512546 0.059227 20 1.5 September2019 3minute
HINDALCO 0.158850 1.408596 0.022164 20 1.5 September2019 3minute
JINDALSTEL 3.244869 14.733823 0.051181 20 1.5 September2019 3minute
JSWSTEEL 1.607587 10.222255 0.019187 20 1.5 September2019 3minute
VEDL 2.166415 15.239898 0.018848 20 1.5 September2019 3minute
TATASTEEL 5.918220 30.154444 0.024285 20 1.5 September2019 3minute

** For the series October2019**

Return Sharpe Ratio Max Drawdown candles_in_strategy vol_factor_in_breakout series candle_size
COALINDIA -0.170937 -2.150737 0.038509 20 1.5 October2019 3minute
HINDALCO 0.360295 2.990405 0.042517 20 1.5 October2019 3minute
JINDALSTEL 3.251450 15.586879 0.028894 20 1.5 October2019 3minute
JSWSTEEL 0.762739 5.426700 0.029125 20 1.5 October2019 3minute
VEDL 1.908888 13.438627 0.015952 20 1.5 October2019 3minute
TATASTEEL 0.933441 5.854669 0.025309 20 1.5 October2019 3minute

** For the series November2019**

Return Sharpe Ratio Max Drawdown candles_in_strategy vol_factor_in_breakout series candle_size
COALINDIA 0.009581 -0.169457 0.049534 20 1.5 November2019 3minute
HINDALCO 0.014004 -0.128315 0.026774 20 1.5 November2019 3minute
JINDALSTEL 6.275772 21.905236 0.028015 20 1.5 November2019 3minute
JSWSTEEL 0.279350 1.997837 0.030663 20 1.5 November2019 3minute
VEDL -0.000311 -0.207719 0.057364 20 1.5 November2019 3minute
TATASTEEL 1.431051 9.189888 0.016782 20 1.5 November2019 3minute

** For the series December2019**

Return Sharpe Ratio Max Drawdown candles_in_strategy vol_factor_in_breakout series candle_size
COALINDIA 0.218897 2.767690 0.020398 20 1.5 December2019 3minute
HINDALCO 0.118061 0.923825 0.035179 20 1.5 December2019 3minute
JINDALSTEL 0.251730 1.059802 0.091399 20 1.5 December2019 3minute
JSWSTEEL -0.146247 -1.700504 0.034209 20 1.5 December2019 3minute
VEDL -0.043279 -0.630763 0.043617 20 1.5 December2019 3minute
TATASTEEL 0.449849 3.110967 0.044401 20 1.5 December2019 3minute

**Breakout strategy With Candle Span 5minute**

** For the series January2019**

Return Sharpe Ratio Max Drawdown candles_in_strategy vol_factor_in_breakout series candle_size
COALINDIA 0.908294 9.304808 0.012829 20 1.5 January2019 5minute
HINDALCO 0.511430 5.211620 0.022021 20 1.5 January2019 5minute
JINDALSTEL 0.107663 0.502176 0.047472 20 1.5 January2019 5minute
JSWSTEEL 1.454751 10.871701 0.021872 20 1.5 January2019 5minute
VEDL 0.588640 4.133405 0.041958 20 1.5 January2019 5minute
TATASTEEL 0.684783 6.218266 0.015213 20 1.5 January2019 5minute

** For the series February2019**

Return Sharpe Ratio Max Drawdown candles_in_strategy vol_factor_in_breakout series candle_size
COALINDIA 0.664811 5.234001 0.022783 20 1.5 February2019 5minute
HINDALCO -0.574261 -6.161719 0.077895 20 1.5 February2019 5minute
JINDALSTEL 1.502240 6.137412 0.051916 20 1.5 February2019 5minute
JSWSTEEL 3.351016 14.699768 0.037804 20 1.5 February2019 5minute
VEDL 0.393871 1.845563 0.057215 20 1.5 February2019 5minute
TATASTEEL -0.072815 -0.715409 0.048543 20 1.5 February2019 5minute

** For the series March2019**

Return Sharpe Ratio Max Drawdown candles_in_strategy vol_factor_in_breakout series candle_size
COALINDIA 4.078774 31.136522 0.014328 20 1.5 March2019 5minute
HINDALCO 0.686465 5.561735 0.013027 20 1.5 March2019 5minute
JINDALSTEL 2.961796 16.485863 0.014204 20 1.5 March2019 5minute
JSWSTEEL 0.263152 2.422734 0.025318 20 1.5 March2019 5minute
VEDL 0.779983 5.344370 0.025062 20 1.5 March2019 5minute
TATASTEEL 1.466522 13.544176 0.011950 20 1.5 March2019 5minute

** For the series April2019**

Return Sharpe Ratio Max Drawdown candles_in_strategy vol_factor_in_breakout series candle_size
COALINDIA 0.210807 2.000925 0.017522 20 1.5 April2019 5minute
HINDALCO 0.916661 7.335433 0.017272 20 1.5 April2019 5minute
JINDALSTEL 9.862652 46.351207 0.014641 20 1.5 April2019 5minute
JSWSTEEL 0.821715 7.378542 0.012708 20 1.5 April2019 5minute
VEDL 0.340825 2.160994 0.044965 20 1.5 April2019 5minute
TATASTEEL 3.550785 28.234463 0.017644 20 1.5 April2019 5minute

** For the series May2019**

Return Sharpe Ratio Max Drawdown candles_in_strategy vol_factor_in_breakout series candle_size
COALINDIA 0.129853 0.985961 0.031945 20 1.5 May2019 5minute
HINDALCO 1.081402 8.320941 0.018856 20 1.5 May2019 5minute
JINDALSTEL 5.522812 20.643603 0.035570 20 1.5 May2019 5minute
JSWSTEEL 0.867334 5.532021 0.022763 20 1.5 May2019 5minute
VEDL 0.137012 0.720091 0.034454 20 1.5 May2019 5minute
TATASTEEL 5.196735 22.870791 0.034746 20 1.5 May2019 5minute

** For the series June2019**

Return Sharpe Ratio Max Drawdown candles_in_strategy vol_factor_in_breakout series candle_size
COALINDIA 0.005443 -0.218122 0.023276 20 1.5 June2019 5minute
HINDALCO -0.121326 -1.558776 0.050871 20 1.5 June2019 5minute
JINDALSTEL -0.029391 -0.255820 0.080780 20 1.5 June2019 5minute
JSWSTEEL 1.491526 10.322221 0.027278 20 1.5 June2019 5minute
VEDL 0.146355 0.849986 0.029540 20 1.5 June2019 5minute
TATASTEEL 0.638388 4.430962 0.035173 20 1.5 June2019 5minute

** For the series July2019**

Return Sharpe Ratio Max Drawdown candles_in_strategy vol_factor_in_breakout series candle_size
COALINDIA 0.413073 4.141183 0.022768 20 1.5 July2019 5minute
HINDALCO 0.804574 7.413680 0.008195 20 1.5 July2019 5minute
JINDALSTEL -0.364706 -2.154370 0.096494 20 1.5 July2019 5minute
JSWSTEEL 1.103204 6.900457 0.020985 20 1.5 July2019 5minute
VEDL 0.310893 1.736816 0.032126 20 1.5 July2019 5minute
TATASTEEL -0.201996 -1.991527 0.038417 20 1.5 July2019 5minute

** For the series August2019**

Return Sharpe Ratio Max Drawdown candles_in_strategy vol_factor_in_breakout series candle_size
COALINDIA -0.047346 -0.616311 0.027105 20 1.5 August2019 5minute
HINDALCO -0.146289 -1.462625 0.050689 20 1.5 August2019 5minute
JINDALSTEL 0.948046 3.416398 0.062342 20 1.5 August2019 5minute
JSWSTEEL 2.480974 9.209435 0.024790 20 1.5 August2019 5minute
VEDL 3.113373 13.646931 0.033970 20 1.5 August2019 5minute
TATASTEEL 1.609950 8.137069 0.031764 20 1.5 August2019 5minute

** For the series September2019**

Return Sharpe Ratio Max Drawdown candles_in_strategy vol_factor_in_breakout series candle_size
COALINDIA 0.665289 4.082917 0.024747 20 1.5 September2019 5minute
HINDALCO 3.120806 17.160516 0.022339 20 1.5 September2019 5minute
JINDALSTEL 0.897624 3.623760 0.047678 20 1.5 September2019 5minute
JSWSTEEL 0.018409 -0.051098 0.044007 20 1.5 September2019 5minute
VEDL 1.476920 7.652039 0.027223 20 1.5 September2019 5minute
TATASTEEL 3.528907 17.642187 0.026028 20 1.5 September2019 5minute

** For the series October2019**

Return Sharpe Ratio Max Drawdown candles_in_strategy vol_factor_in_breakout series candle_size
COALINDIA 0.009329 -0.171200 0.021281 20 1.5 October2019 5minute
HINDALCO 0.672931 4.305626 0.034550 20 1.5 October2019 5minute
JINDALSTEL 5.236978 17.761656 0.051787 20 1.5 October2019 5minute
JSWSTEEL 2.963873 16.018403 0.028596 20 1.5 October2019 5minute
VEDL 0.726271 3.375584 0.032560 20 1.5 October2019 5minute
TATASTEEL 1.304232 6.772512 0.036107 20 1.5 October2019 5minute

** For the series November2019**

Return Sharpe Ratio Max Drawdown candles_in_strategy vol_factor_in_breakout series candle_size
COALINDIA -0.130901 -1.575147 0.051790 20 1.5 November2019 5minute
HINDALCO 0.693289 3.962290 0.047129 20 1.5 November2019 5minute
JINDALSTEL 0.735001 2.764342 0.032748 20 1.5 November2019 5minute
JSWSTEEL 0.356304 2.111116 0.026749 20 1.5 November2019 5minute
VEDL -0.238258 -1.753552 0.057115 20 1.5 November2019 5minute
TATASTEEL 1.792224 9.811800 0.030957 20 1.5 November2019 5minute

** For the series December2019**

Return Sharpe Ratio Max Drawdown candles_in_strategy vol_factor_in_breakout series candle_size
COALINDIA 1.150269 10.425123 0.018272 20 1.5 December2019 5minute
HINDALCO -0.240635 -2.048767 0.038943 20 1.5 December2019 5minute
JINDALSTEL 4.709539 15.526033 0.059130 20 1.5 December2019 5minute
JSWSTEEL -0.148811 -1.361552 0.037402 20 1.5 December2019 5minute
VEDL 0.655881 3.239028 0.030704 20 1.5 December2019 5minute
TATASTEEL 0.659270 4.862810 0.020901 20 1.5 December2019 5minute
end of Backtest

**The complete KPI DF for best parameter optimization is below **

Return Sharpe Ratio Max Drawdown candles_in_strategy vol_factor_in_breakout series candle_size
COALINDIA 0.210835 3.072722 0.015432 20 1.5 January2019 3minute
HINDALCO 0.154154 1.303475 0.029571 20 1.5 January2019 3minute
JINDALSTEL 0.123005 0.758681 0.057309 20 1.5 January2019 3minute
JSWSTEEL 0.654502 5.805885 0.021032 20 1.5 January2019 3minute
VEDL 0.263450 2.174365 0.039415 20 1.5 January2019 3minute
... ... ... ... ... ... ... ...
HINDALCO -0.240635 -2.048767 0.038943 20 1.5 December2019 5minute
JINDALSTEL 4.709539 15.526033 0.059130 20 1.5 December2019 5minute
JSWSTEEL -0.148811 -1.361552 0.037402 20 1.5 December2019 5minute
VEDL 0.655881 3.239028 0.030704 20 1.5 December2019 5minute
TATASTEEL 0.659270 4.862810 0.020901 20 1.5 December2019 5minute

144 rows × 7 columns

Visualization of the Key performance areas of strategy